Anic Equity¶

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Total return since start: 0.579 %¶

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Equity now: -----------------------------> 48219.23 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46522.6 Kr¶

PnL: ---------------------------------------> 165.6 Kr¶

DD now: ---------------------------------> -9.226 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-11 11:09:48.472592'

Anic Portfolio¶

Today¶

Return: -0.515 %¶

This Week¶

Return: -0.029 %¶

Total portfolio value¶

Return including deposits: 57.857 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Lindab International 35 0.250000 5701.500000 108.500000 1.940000 5593.000000
Vitec Software Group B 2 -0.500000 1185.000000 98.000000 9.020000 1087.000000
NP3 Fastigheter 32 -1.580000 5788.800000 91.800000 1.610000 5697.000000
EnQuest PLC 2351 -0.560000 5797.570000 84.570000 1.480000 5713.000530
Tethys Oil 109 0.910000 5937.230000 26.230000 0.440000 5911.000022
Investor B 27 -1.840000 5692.950000 1.950000 0.030000 5691.000006
Volvo B 25 -0.290000 5668.750000 -74.250000 -1.290000 5743.000000
AQ Group 12 -0.920000 5178.000000 -85.000000 -1.620000 5262.999996
Volvo A 24 -0.340000 5572.800000 -86.200000 -1.520000 5659.000008
TOTAL 46522.600000 165.600000 -9.22645% 46357.000562

Updated:¶

'2023-08-11 11:10:05.141911'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶